Historical option data for SUNPHARMA
22 Jun 2026 01:17 PM IST
| SUNPHARMA 28-Jul-2026 (36d) 1820 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.71
Vega: 0.02
Theta: -0.56
Gamma: 0.00345
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 1862.20 | 70 | 13 (22.81%) | 16.89 | 60 | -2 | 46 | |||||||||
| 19 Jun | 1838.30 | 58.95 | 6.95 (13.37%) | 17.3 | 53 | 26 | 47 | |||||||||
| 18 Jun | 1824.80 | 52 | 4 (8.33%) | 17.56 | 63 | 2 | 21 | |||||||||
| 17 Jun | 1820.40 | 48.65 | 4.65 (10.57%) | 17.33 | 17 | 11 | 19 | |||||||||
| 16 Jun | 1800.70 | 43.75 | -0.25 (-0.57%) | 18.65 | 9 | 0 | 8 | |||||||||
| 15 Jun | 1806.00 | 43.75 | -55.25 (-55.81%) | 18.65 | 9 | 8 | 8 | |||||||||
| 12 Jun | 1807.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1820 expiring on 28JUL2026
Delta for 1820 CE is 0.71
Historical price for 1820 CE is as follows
On 22 Jun SUNPHARMA was trading at 1862.20. The strike last trading price was 70, which was 13 higher than the previous day. The implied volatity was 16.89, the open interest changed by -2 which decreased total open position to 46
On 19 Jun SUNPHARMA was trading at 1838.30. The strike last trading price was 58.95, which was 6.95 higher than the previous day. The implied volatity was 17.3, the open interest changed by 26 which increased total open position to 47
On 18 Jun SUNPHARMA was trading at 1824.80. The strike last trading price was 52, which was 4 higher than the previous day. The implied volatity was 17.56, the open interest changed by 2 which increased total open position to 21
On 17 Jun SUNPHARMA was trading at 1820.40. The strike last trading price was 48.65, which was 4.65 higher than the previous day. The implied volatity was 17.33, the open interest changed by 11 which increased total open position to 19
On 16 Jun SUNPHARMA was trading at 1800.70. The strike last trading price was 43.75, which was -0.25 lower than the previous day. The implied volatity was 18.65, the open interest changed by 0 which decreased total open position to 8
On 15 Jun SUNPHARMA was trading at 1806.00. The strike last trading price was 43.75, which was -55.25 lower than the previous day. The implied volatity was 18.65, the open interest changed by 8 which increased total open position to 8
On 12 Jun SUNPHARMA was trading at 1807.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SUNPHARMA 28-Jul-2026 (36d) 1820 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.32
Vega: 0.02
Theta: -0.4
Gamma: 0.00305
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 1862.20 | 24.65 | -8 (-24.50%) | 19.81 | 37 | 15 | 40 |
| 19 Jun | 1838.30 | 31.75 | -0.1 (-0.31%) | 19.15 | 33 | 12 | 24 |
| 18 Jun | 1824.80 | 29.45 | -12 (-28.95%) | 15.25 | 15 | 3 | 22 |
| 17 Jun | 1820.40 | 41.35 | -8.35 (-16.80%) | 19.54 | 18 | 5 | 7 |
| 16 Jun | 1800.70 | 49.7 | 0.1 (0.20%) | 18.83 | 1 | 0 | 1 |
| 15 Jun | 1806.00 | 49.6 | 0 (0.00%) | 19.25 | 1 | 0 | 1 |
| 12 Jun | 1807.70 | 49.6 | -9.5 (-16.07%) | 19.25 | 1 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1820 expiring on 28JUL2026
Delta for 1820 PE is -0.32
Historical price for 1820 PE is as follows
On 22 Jun SUNPHARMA was trading at 1862.20. The strike last trading price was 24.65, which was -8 lower than the previous day. The implied volatity was 19.81, the open interest changed by 15 which increased total open position to 40
On 19 Jun SUNPHARMA was trading at 1838.30. The strike last trading price was 31.75, which was -0.1 lower than the previous day. The implied volatity was 19.15, the open interest changed by 12 which increased total open position to 24
On 18 Jun SUNPHARMA was trading at 1824.80. The strike last trading price was 29.45, which was -12 lower than the previous day. The implied volatity was 15.25, the open interest changed by 3 which increased total open position to 22
On 17 Jun SUNPHARMA was trading at 1820.40. The strike last trading price was 41.35, which was -8.35 lower than the previous day. The implied volatity was 19.54, the open interest changed by 5 which increased total open position to 7
On 16 Jun SUNPHARMA was trading at 1800.70. The strike last trading price was 49.7, which was 0.1 higher than the previous day. The implied volatity was 18.83, the open interest changed by 0 which decreased total open position to 1
On 15 Jun SUNPHARMA was trading at 1806.00. The strike last trading price was 49.6, which was 0 lower than the previous day. The implied volatity was 19.25, the open interest changed by 0 which decreased total open position to 1
On 12 Jun SUNPHARMA was trading at 1807.70. The strike last trading price was 49.6, which was -9.5 lower than the previous day. The implied volatity was 19.25, the open interest changed by 0 which decreased total open position to 0
